Preparation

Line baking sheet with parchment paper. Brush top of each puff pastry square with egg glaze. Place 1 chocolate piece on edge of 1 pastry square. Roll up dough tightly, enclosing chocolate. Repeat with remaining pastry and chocolate. Place pastry rolls on baking sheet, seam side down. DO AHEAD: Can be made 1 day ahead. Cover pastries with plastic wrap and refrigerate. Cover and refrigerate remaining egg glaze.